+866.0%
BX vs APD
+569.5%
+296.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -1.1% |
| 7D | -2.8% | -1.2% | -1.7% | -1.9% |
| 30D | +7.3% | +11.0% | -3.7% | -0.8% |
| 3M | -16.3% | +2.6% | -18.9% | -18.0% |
| 6M | +2.5% | +4.8% | -2.3% | -1.9% |
| YTD | -17.6% | +31.0% | -48.6% | -34.6% |
| 1Y | -12.4% | +23.4% | -35.8% | -27.7% |
| 3Y | +36.2% | +28.4% | +7.8% | +3.4% |
| 5Y | +3.0% | +15.2% | -12.2% | -16.8% |
| 10Y | +680.0% | +190.7% | +489.3% | +157.6% |
| All | +866.0% | +569.5% | +296.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling